Pacific Mutual Fund Alpha and Beta Analysis

PLBCX -  USA Fund  

USD 9.72  0.01  0.10%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pacific Funds Floating. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pacific Funds over a specified time horizon. Remember, high Pacific Funds' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Pacific Funds Backtesting, Portfolio Optimization, Pacific Funds Correlation, Pacific Funds Hype Analysis, Pacific Funds Volatility, Pacific Funds History and analyze Pacific Funds Performance.

Pacific Beta 

 
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Please note that although Pacific Funds alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Pacific Funds did 0.005423  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Pacific Funds Floating fund's relative risk over its benchmark. Pacific Funds Floating has a beta of 0.0149  . Let's try to break down what Pacific's beta means in this case. As returns on the market increase, Pacific Funds returns are expected to increase less than the market. However, during the bear market, the loss on holding Pacific Funds will be expected to be smaller as well.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Pacific Funds Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pacific Funds market risk premium is the additional return an investor will receive from holding Pacific Funds long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Pacific Funds. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Pacific Funds' performance over market.
α-0.0054   β0.0149
90 days against DJI

Pacific Funds expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Pacific Funds' Buy-and-hold return. Our buy-and-hold chart shows how Pacific Funds performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Pacific Funds Market Price Analysis

Market price analysis indicators help investors to evaluate how Pacific Funds mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pacific Funds shares will generate the highest return on investment. By understating and applying Pacific Funds mutual fund market price indicators, traders can identify Pacific Funds position entry and exit signals to maximize returns.

Pacific Funds Return and Market Media

The median price of Pacific Funds for the period between Wed, Sep 8, 2021 and Tue, Dec 7, 2021 is 9.74 with a coefficient of variation of 0.25. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 9.73, and mean deviation of 0.02. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Pacific Funds Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Pacific Funds Floating has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Pacific Funds Investors Sentiment

The influence of Pacific Funds' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Pacific. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pacific Funds in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pacific Funds' short interest history, or implied volatility extrapolated from Pacific Funds options trading.

Current Sentiment - PLBCX

Pacific Funds Floating Investor Sentiment

Most of Macroaxis users are at this time bullish on Pacific Funds Floating. What is your perspective on investing in Pacific Funds Floating? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check Pacific Funds Backtesting, Portfolio Optimization, Pacific Funds Correlation, Pacific Funds Hype Analysis, Pacific Funds Volatility, Pacific Funds History and analyze Pacific Funds Performance. Note that the Pacific Funds Floating information on this page should be used as a complementary analysis to other Pacific Funds' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Pacific Mutual Fund analysis

When running Pacific Funds Floating price analysis, check to measure Pacific Funds' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pacific Funds is operating at the current time. Most of Pacific Funds' value examination focuses on studying past and present price action to predict the probability of Pacific Funds' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Pacific Funds' price. Additionally, you may evaluate how the addition of Pacific Funds to your portfolios can decrease your overall portfolio volatility.
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Pacific Funds technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Pacific Funds technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Pacific Funds trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...